Report Account Number Security Number (Full) Coupon Rate Shares/Par Accrued Income Gross Request Date ------------------------- ------------------------------- ------------------- ------------------------ ---------------------- --------------- N/A SUB-COHORT 89X4045 894503200 01/31/2012 3.200000000 40,000,000.0000 530,386.74 06/30/2011 89X4045 894504700 09/30/2011 4.700000000 20,000,000.0000 233,715.85 06/30/2011 89X4045 894504850 03/31/2012 4.850000000 40,000,000.0000 482,349.73 06/30/2011 89X4045 894505250 09/30/2035 5.250000000 45,000,000.0000 587,397.54 06/30/2011 89X4045 894505400 01/31/2035 5.400000000 40,000,000.0000 895,027.62 06/30/2011 89X4045 894505500 04/30/2035 5.500000000 40,000,000.0000 364,673.91 06/30/2011 89X4045 894505550 04/30/2033 5.550000000 40,000,000.0000 367,989.13 06/30/2011 89X4045 894505600 09/30/2013 5.600000000 52,800,000.0000 735,160.66 06/30/2011 89X4045 894505600 09/30/2034 5.600000000 40,000,000.0000 556,939.89 06/30/2011 89X4045 894505750 08/31/2011 5.750000000 50,000,000.0000 953,125.00 06/30/2011 89X4045 894505850 08/31/2028 5.850000000 218,800,000.0000 4,243,411.96 06/30/2011 89X4045 894505900 02/28/2014 5.900000000 60,000,000.0000 1,173,586.96 06/30/2011 89X4045 894506100 01/31/2013 6.100000000 60,000,000.0000 1,516,574.59 06/30/2011 89X4045 894506400 06/30/2037 6.400000000 35,000,000.0000 0.00 06/30/2011 89X4045 894506650 04/30/2028 6.650000000 50,000,000.0000 551,154.89 06/30/2011 89X4045 894506700 05/31/2032 6.700000000 98,900,000.0000 543,139.34 06/30/2011 ------------------------ ---------------------- 930,500,000.0000 13,734,633.81 A0001 OBLIGATION 89X4045 8945A0001 01/31/2015 00035 2.609000000 15,000,000.0000 162,161.60 06/30/2011 89X4045 8945A0001 01/31/2019 00036 3.714000000 30,000,000.0000 461,685.08 06/30/2011 89X4045 8945A0001 01/31/2019 00037 3.714000000 10,000,000.0000 153,895.03 06/30/2011 89X4045 8945A0001 01/31/2020 00013 3.830000000 50,000,000.0000 793,508.29 06/30/2011 89X4045 8945A0001 01/31/2021 00015 3.999000000 25,000,000.0000 414,261.05 06/30/2011 89X4045 8945A0001 01/31/2022 00014 4.200000000 20,000,000.0000 348,066.30 06/30/2011 89X4045 8945A0001 02/28/2025 00038 4.279000000 10,000,000.0000 141,858.15 06/30/2011 89X4045 8945A0001 03/31/2020 00039 4.083000000 30,000,000.0000 304,551.64 06/30/2011 89X4045 8945A0001 03/31/2021 00040 4.188000000 15,000,000.0000 156,191.80 06/30/2011 89X4045 8945A0001 04/30/2015 00041 2.677000000 20,000,000.0000 88,748.37 06/30/2011 89X4045 8945A0001 04/30/2020 00042 3.973000000 18,000,000.0000 118,542.23 06/30/2011 89X4045 8945A0001 04/30/2021 00043 4.094000000 22,000,000.0000 149,297.50 06/30/2011 89X4045 8945A0001 04/30/2022 00016 4.253000000 35,000,000.0000 246,743.34 06/30/2011 89X4045 8945A0001 04/30/2023 00017 4.391000000 25,000,000.0000 181,963.99 06/30/2011 89X4045 8945A0001 05/31/2020 00044 3.574000000 15,000,000.0000 43,942.62 06/30/2011 89X4045 8945A0001 05/31/2021 00045 3.694000000 22,000,000.0000 66,613.11 06/30/2011 89X4045 8945A0001 06/30/2012 00004 3.974000000 30,000,000.0000 0.00 06/30/2011 89X4045 8945A0001 06/30/2020 00047 3.243000000 10,000,000.0000 0.00 06/30/2011 89X4045 8945A0001 06/30/2020 00048 3.243000000 30,000,000.0000 0.00 06/30/2011 89X4045 8945A0001 06/30/2021 00046 3.374000000 22,000,000.0000 0.00 06/30/2011 89X4045 8945A0001 06/30/2024 00020 4.556000000 20,000,000.0000 0.00 06/30/2011 89X4045 8945A0001 06/30/2026 00061 4.205000000 15,000,000.0000 0.00 06/30/2011 89X4045 8945A0001 06/30/2039 00018 5.192000000 35,000,000.0000 0.00 06/30/2011 89X4045 8945A0001 06/30/2039 00019 5.192000000 25,000,000.0000 0.00 06/30/2011 89X4045 8945A0001 07/31/2012 00005 3.913000000 30,000,000.0000 486,422.65 06/30/2011 89X4045 8945A0001 07/31/2012 00006 3.913000000 35,000,000.0000 567,493.09 06/30/2011 89X4045 8945A0001 07/31/2019 00021 4.026000000 46,940,000.0000 783,068.12 06/30/2011 89X4045 8945A0001 07/31/2020 00049 3.118000000 50,000,000.0000 645,994.48 06/30/2011 89X4045 8945A0001 07/31/2020 00050 3.118000000 17,000,000.0000 219,638.12 06/30/2011 89X4045 8945A0001 07/31/2022 00051 3.372000000 30,000,000.0000 419,171.27 06/30/2011 89X4045 8945A0001 08/31/2015 00053 1.619000000 20,000,000.0000 107,346.74 06/30/2011 89X4045 8945A0001 08/31/2015 00055 1.619000000 15,000,000.0000 80,510.05 06/30/2011 89X4045 8945A0001 08/31/2019 00054 2.646000000 20,000,000.0000 175,441.30 06/30/2011 89X4045 8945A0001 08/31/2022 00052 3.029000000 20,000,000.0000 200,835.87 06/30/2011 89X4045 8945A0001 09/30/2011 00008 3.151000000 25,000,000.0000 195,861.34 06/30/2011 89X4045 8945A0001 09/30/2011 00009 3.151000000 10,000,000.0000 78,344.54 06/30/2011 89X4045 8945A0001 09/30/2012 00007 3.444000000 35,000,000.0000 299,703.28 06/30/2011 89X4045 8945A0001 09/30/2012 00010 3.444000000 35,000,000.0000 299,703.28 06/30/2011 89X4045 8945A0001 09/30/2012 00011 3.444000000 20,000,000.0000 171,259.02 06/30/2011 89X4045 8945A0001 09/30/2013 00012 3.701000000 10,000,000.0000 92,019.40 06/30/2011 89X4045 8945A0001 09/30/2014 00023 2.746000000 28,000,000.0000 191,169.62 06/30/2011 89X4045 8945A0001 09/30/2014 00024 2.746000000 15,000,000.0000 102,412.30 06/30/2011 89X4045 8945A0001 09/30/2015 00058 1.534000000 10,000,000.0000 38,140.44 06/30/2011 89X4045 8945A0001 09/30/2019 00022 3.699000000 35,000,000.0000 321,893.85 06/30/2011 89X4045 8945A0001 09/30/2019 00025 3.699000000 25,000,000.0000 229,924.18 06/30/2011 89X4045 8945A0001 09/30/2021 00057 2.883000000 22,000,000.0000 157,698.52 06/30/2011 89X4045 8945A0001 09/30/2023 00056 3.161000000 46,000,000.0000 361,528.58 06/30/2011 89X4045 8945A0001 10/31/2018 00028 3.719000000 24,000,000.0000 147,951.52 06/30/2011 89X4045 8945A0001 10/31/2018 00029 3.719000000 23,000,000.0000 141,786.88 06/30/2011 89X4045 8945A0001 10/31/2019 00026 3.842000000 43,000,000.0000 273,846.90 06/30/2011 89X4045 8945A0001 10/31/2019 00027 3.842000000 20,000,000.0000 127,370.65 06/30/2011 89X4045 8945A0001 10/31/2025 00059 3.494000000 45,000,000.0000 260,625.82 06/30/2011 89X4045 8945A0001 10/31/2034 00060 4.211000000 20,000,000.0000 139,603.80 06/30/2011 89X4045 8945A0001 11/30/2018 00031 3.533000000 15,000,000.0000 43,438.52 06/30/2011 89X4045 8945A0001 11/30/2019 00030 3.637000000 7,000,000.0000 20,868.03 06/30/2011 89X4045 8945A0001 12/31/2018 00033 4.069000000 26,000,000.0000 0.00 06/30/2011 89X4045 8945A0001 12/31/2018 00034 4.069000000 13,000,000.0000 0.00 06/30/2011 89X4045 8945A0001 12/31/2019 00032 4.194000000 13,000,000.0000 0.00 06/30/2011 ------------------------ ---------------------- 1,397,940,000.0000 11,213,102.26 B0001 OBLIGATION 89X4045 8945B0001 02/28/2015 00003 0.052567665 15,000,000.0000 648.10 06/30/2011 89X4045 8945B0001 02/28/2019 00001 0.052567665 10,000,000.0000 432.07 06/30/2011 89X4045 8945B0001 02/28/2019 00002 0.052567665 10,000,000.0000 432.07 06/30/2011 89X4045 8945B0001 08/31/2020 00005 0.052567665 5,000,000.0000 216.03 06/30/2011 89X4045 8945B0001 08/31/2022 00004 0.052567665 5,000,000.0000 216.03 06/30/2011 ------------------------ ---------------------- 45,000,000.0000 1,944.30 E0003 OBLIGATION 89X4045 8945E0003 08/19/2011 00002 0.055000000 100,000,000.0000 6,381.22 06/30/2011 ------------------------ ---------------------- 100,000,000.0000 6,381.22 A0002 OBLIGATION 89X4045 8945A0002 01/31/2023 00001 4.046000000 40,000,000.0000 670,607.73 06/30/2011 89X4045 8945A0002 01/31/2026 00004 4.440000000 50,000,000.0000 919,889.50 06/30/2011 89X4045 8945A0002 01/31/2036 00003 4.952000000 50,000,000.0000 1,025,966.85 06/30/2011 89X4045 8945A0002 01/31/2039 00002 5.040000000 35,000,000.0000 730,939.23 06/30/2011 89X4045 8945A0002 02/28/2026 00007 4.398000000 15,000,000.0000 218,704.89 06/30/2011 89X4045 8945A0002 02/28/2038 00008 4.935000000 55,000,000.0000 899,832.88 06/30/2011 89X4045 8945A0002 02/28/2040 00006 4.995000000 50,000,000.0000 827,975.54 06/30/2011 89X4045 8945A0002 04/30/2023 00010 3.932000000 35,000,000.0000 228,120.11 06/30/2011 89X4045 8945A0002 04/30/2039 00009 4.794000000 40,000,000.0000 317,863.04 06/30/2011 89X4045 8945A0002 06/30/2016 00015 1.957000000 20,000,000.0000 0.00 06/30/2011 89X4045 8945A0002 06/30/2036 00012 4.629000000 30,000,000.0000 0.00 06/30/2011 89X4045 8945A0002 06/30/2036 00016 4.629000000 50,000,000.0000 0.00 06/30/2011 89X4045 8945A0002 06/30/2038 00014 4.700000000 30,000,000.0000 0.00 06/30/2011 89X4045 8945A0002 06/30/2040 00013 4.775000000 25,000,000.0000 0.00 06/30/2011 89X4045 8945A0002 09/30/2011 00005 0.244000000 55,000,000.0000 33,366.67 06/30/2011 89X4045 8945A0002 09/30/2011 00011 0.076000000 140,000,000.0000 8,721.31 06/30/2011 89X4045 8945A0002 09/30/2011 00017 0.072000000 25,000,000.0000 0.00 06/30/2011 ------------------------ ---------------------- 745,000,000.0000 5,881,987.75 ======================== ====================== 3,218,440,000.0000 30,838,049.34 ============================================================================================================================ TRANSACTIONS ============================================================================================================================ Security Number (Full) Effective Date Tran Code Shares/Par Income Memo Number ------------------------------- --------------- ----------- ------------------------ ---------------------- ------------- ======================== ====================== 0.0000 0.00